Opensource trend-following systematic trading algorithms based on top trend following traders (Richard Dennis, Olivier Seban and Nick Radge).
Updated January 13, 2025 (yearly update)
Strategy traded on the top 10 markets in index MSCI World Momentum rebalance yearly.
Strategy traded on the top 10 markets in the Russell 1000 index by market cap that meet a profit factor > 2 over the last 5 and 10 years rebalance yearly.
Strategy traded on the top 10 markets in the Russell 1000 index by market cap that meet a profit factor > 2 over the last 5 and 10 years rebalance yearly.
Strategy traded on the top 10 markets in the Russell 1000 index by market cap that meet a profit factor > 2 over the last 5 and 10 years rebalance yearly.
Strategy traded on the top 10 markets in the Russell 1000 index by market cap that meet a profit factor > 2 over the last 5 and 10 years rebalance yearly.